Fund Overview
ETF
ICICI Prudential Nifty Alpha Low - Volatility 30 ETF
Ticker: ALPL30IETFUnderlying Index: Nifty Alpha Low Volatility 30ISIN: INF109KC17V7
27.40-0.55% (1Y)
End of Day NAV as on Sep 10, 2026
Fundamentals
| Asset Type | Equity |
| Underlying Index Type | Strategy Index |
| No. of Companies | 30 Companies |
| Market Cap Focus | Large & Mid Cap |
| Std Deviation (1 yr) | 0.83% |
| P/E | 42.46 |
| P/B | 10.66 |
| Div Yield | 1.01% |
| Down from 52w High | 6.07% |
| Up from 52w Low | 12.53% |
| Asset Type | Equity |
| Underlying Index Type | Strategy Index |
| No. of Companies | 30 |
| Market Cap Focus | Large & Mid Cap |
| P/E | 42.46 |
| P/B | 10.66 |
| Div Yield | 1.01% |
| Down from 52w High | 6.07% |
| Up from 52w Low | 12.53% |
| Std Deviation (1 yr) | 0.83% |
Fund Parameters
| AUM (Cr) | 1,527 |
| Base Expense Ratio | 0.36% |
| Tracking Error | 0.01% |
| All-In-Cost | 0.37% |
| Inception Date | 12 Aug 2020 |
| Scheme Option - Type | Growth - Open ended scheme |
| Latest Price | 27.37 |
| NAV Gap | -0.11% |
| 1M Average NAV Gap | -0.17% |
| Daily Volume | 2,22,030 |
| 1M Average Daily Volume | 4,73,235 |
| 1M Average Daily Turnover (Cr) | 1.3 |
Native Score
| AUM (Cr) | 1,527 |
| Base Expense Ratio | 0.36% |
| Tracking Error | 0.01% |
| All-In-Cost | 0.37% |
| Inception Date | 12 Aug 2020 |
| Scheme Option - Type | Growth - Open ended scheme |
| ETF Market Data | |
| Latest Price | 27.37 |
| NAV Gap | -0.11% |
| 1M Avg NAV Gap | -0.17% |
| Daily Volume | 2,22,030 |
| 1M Avg Daily Volume | 4,73,235 |
| 1M Avg Daily Turnover | 1.3 |
| Native Score | |
Similar Exchange Traded Funds (ETFs)
No similar exchange traded funds (etfs) available for this index
Similar Index Funds
| Fund Name | ||||||
|---|---|---|---|---|---|---|
| N/A | 1,283 | 0.30% | 0.13% | 0.42% | ||
| N/A | 95 | 0.33% | 0.12% | 0.45% | ||
| N/A | 74 | 0.51% | 0.12% | 0.63% |
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| Fund Name | Last Close | AUM (Cr) | Avg Exp Ratio | Tracking Error | All-In-Cost | Score |
|---|---|---|---|---|---|---|
| N/A | 1,283 | 0.30% | 0.13% | 0.42% | ||
| N/A | 95 | 0.33% | 0.12% | 0.45% | ||
| N/A | 74 | 0.51% | 0.12% | 0.63% |
Sectoral Allocation
Total
100%
allocation
- Healthcare18.2%
- Automobile & Ancillaries16.5%
- FMCG10.9%
- Bank10.5%
- Chemicals5.9%
- Power4.0%
- Non - Ferrous Metals3.6%
- Insurance3.6%
- Telecom3.4%
- Iron & Steel3.4%
- Diversified3.3%
- Diamond & Jewellery3.2%
- Crude Oil2.8%
- Construction Materials2.7%
- Mining2.7%
- Agri2.6%
- Finance2.2%
- Others0.3%
- Miscellaneous0.0%
- Healthcare18.2%
- Automobile & Ancillaries16.5%
- FMCG10.9%
- Bank10.5%
- Chemicals5.9%
- Power4.0%
- Non - Ferrous Metals3.6%
- Insurance3.6%
- Telecom3.4%
- Iron & Steel3.4%
- Diversified3.3%
- Diamond & Jewellery3.2%
- Crude Oil2.8%
- Construction Materials2.7%
- Mining2.7%
- Agri2.6%
- Finance2.2%
- Others0.3%
- Miscellaneous0.0%
Fund Holdings
| Name | Weight |
|---|
| Torrent Pharmaceuticals Ltd. | 4.6% |
| NTPC Ltd. | 4.0% |
| Marico Ltd. | 4.0% |
| Apollo Hospitals Enterprise Ltd. | 3.9% |
| Nestle India Ltd. | 3.9% |
| Bajaj Auto Ltd. | 3.9% |
| ICICI Bank Ltd. | 3.8% |
| Cummins India Ltd. | 3.7% |
| The Federal Bank Ltd. | 3.7% |
| Sun Pharmaceutical Industries Ltd. | 3.6% |
| Hindalco Industries Ltd. | 3.6% |
| SBI Life Insurance Company Ltd. | 3.6% |
| Lupin Ltd. | 3.5% |
| Bharti Airtel Ltd. | 3.4% |
| JSW Steel Ltd. | 3.4% |
| Grasim Industries Ltd. | 3.3% |
| Titan Company Ltd. | 3.2% |
| TVS Motor Company Ltd. | 3.1% |
| Pidilite Industries Ltd. | 3.1% |
| State Bank Of India | 3.1% |
| Eicher Motors Ltd. | 3.0% |
| Britannia Industries Ltd. | 3.0% |
| Asian Paints Ltd. | 2.8% |
| Reliance Industries Ltd. | 2.8% |
| Ultratech Cement Ltd. | 2.7% |
| Maruti Suzuki India Ltd. | 2.7% |
| Coal India Ltd. | 2.7% |
| Tata Consumer Products Ltd. | 2.6% |
| Zydus Lifesciences Ltd. | 2.5% |
| Max Financial Services Ltd. | 2.2% |
| Net Current Asset | 0.3% |
| Tri-Party Repo (TREPS) | 0.0% |
NameWeight
Torrent Pharmaceuticals Ltd.4.6%
NTPC Ltd.4.0%
Marico Ltd.4.0%
Apollo Hospitals Enterprise Ltd.3.9%
Nestle India Ltd.3.9%
Bajaj Auto Ltd.3.9%
ICICI Bank Ltd.3.8%
Cummins India Ltd.3.7%
The Federal Bank Ltd.3.7%
Sun Pharmaceutical Industries Ltd.3.6%
Hindalco Industries Ltd.3.6%
SBI Life Insurance Company Ltd.3.6%
Lupin Ltd.3.5%
Bharti Airtel Ltd.3.4%
JSW Steel Ltd.3.4%
Grasim Industries Ltd.3.3%
Titan Company Ltd.3.2%
TVS Motor Company Ltd.3.1%
Pidilite Industries Ltd.3.1%
State Bank Of India3.1%
Eicher Motors Ltd.3.0%
Britannia Industries Ltd.3.0%
Asian Paints Ltd.2.8%
Reliance Industries Ltd.2.8%
Ultratech Cement Ltd.2.7%
Maruti Suzuki India Ltd.2.7%
Coal India Ltd.2.7%
Tata Consumer Products Ltd.2.6%
Zydus Lifesciences Ltd.2.5%
Max Financial Services Ltd.2.2%
Net Current Asset0.3%
Tri-Party Repo (TREPS)0.0%
Holdings Concentration
Total covered: 100%
Top 1–5
5 holdings
20.6%
21%
share
Top 6–10
5 holdings
18.6%
19%
share
Top 11–20
10 holdings
33.3%
33%
share
Beyond 20
12 holdings
27.5%
27%
share
Market Cap Classification
Total
100%
allocation
- Large Cap83.8%
- Mid Cap15.9%
- Large Cap83.8%
- Mid Cap15.9%
Advanced Ratios
| Alpha | -0.00 |
| Beta | 1.00 |
| Sharpe Ratio | 0.01 |
| Sortino Ratio | 0.02 |
| Treynor Ratio | 0.01 |
| Information Ratio | -0.20 |
| Upside Capture | 99.65% |
| Downside Capture | 100.35% |
Index Methodology
| Factor Basis | Multifactor |
| What universe selected from? | Nifty 100, Nifty MidCap 50 |
| Weightage? | Factor Weighted - based on Wtd Avg. of Factor Z-Scores ; Max Weight per stock = 5% |
| Stocks Included | Top 30 stocks based on Wtd. Average Percentile Score.This score is computed as an equal weighted average of factor scores of the following scores: 1) Alpha Score: Z-Score of {Alpha = Rs - [Rf-Beta [Rm-Rf])}, where Rs=avg daily return of stock over last yr, Rm = avg daliy return of Nifty over the last year; Beta= beta of the stock calcualted over previous month period. 2) Low-Volatility Score: Z-Score based on the inverse of Std. deviation based on previous 1-year prices returns. 3) Factor Scores: Factor Score = (1+ Average Z score) if Average Z score >0 1/ (1-Average Z score) if Average Z score < 0 |
| Exclusions | Constituents moving out of the Nifty 100 & Nifty MidCap 50 index; Constituent rank based on average percentile score falls below 50; suspension, delisting or scheme of arrangement |
| Factor Basis | Multifactor |
| Universe | Nifty 100, Nifty MidCap 50 |
| Weightage | Factor Weighted - based on Wtd Avg. of Factor Z-Scores ; Max Weight per stock = 5% |
| Stocks Included | Top 30 stocks based on Wtd. Average Percentile Score.This score is computed as an equal weighted average of factor scores of the following scores: 1) Alpha Score: Z-Score of {Alpha = Rs - [Rf-Beta [Rm-Rf])}, where Rs=avg daily return of stock over last yr, Rm = avg daliy return of Nifty over the last year; Beta= beta of the stock calcualted over previous month period. 2) Low-Volatility Score: Z-Score based on the inverse of Std. deviation based on previous 1-year prices returns. 3) Factor Scores: Factor Score = (1+ Average Z score) if Average Z score >0 1/ (1-Average Z score) if Average Z score < 0 |
| Exclusions | Constituents moving out of the Nifty 100 & Nifty MidCap 50 index; Constituent rank based on average percentile score falls below 50; suspension, delisting or scheme of arrangement |
Fund • Last updated: 11/09/2026